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SMOOTH or TS_SMOOTH [message #82100]

Tue, 20 November 2012 15:36

markjamie
Messages: 30
Registered: November 2012

Member

I'm looking to calculate moving / windowed averages for a given time series using the last N values to calculate the mean.

Am I right in thinking ts_smooth with the /backward keyword is the right way of doing this? The documentation for ts_smooth doesn't give any formulae in the same way it does for smooth.

Any advice would be greatly appreciated. Many thanks

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[Message index]

		SMOOTH or TS_SMOOTH By: markjamie on Tue, 20 November 2012 15:36
		Re: SMOOTH or TS_SMOOTH By: lecacheux.alain on Wed, 21 November 2012 06:28
		Re: SMOOTH or TS_SMOOTH By: markjamie on Wed, 21 November 2012 05:09
		Re: SMOOTH or TS_SMOOTH By: markjamie on Wed, 21 November 2012 05:01
		Re: SMOOTH or TS_SMOOTH By: lecacheux.alain on Wed, 21 November 2012 02:38

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